Breaking an environment into multiple objects
I'm an advocate of breaking meshes up. There are numerous reasons that I feel this way:


Not many objects in real life are solid chunks.  Maybe concrete walls to a certain extent, but even those tend to have seams to allow for movement and expansion so they don't crack.  Seams will add realism. 
When your object starts to get large and/or complex, the mesh topology can get weird in places.  For example, I would guess you have a lot of extra edges where the stairs connect with the walls.  Those edges wouldn't be needed if the stairs are separate.  
It's way easier to UV/unwrap smaller, simpler objects than it is with large complex objects.  Similarly, it's a lot easier to assign materials to whole meshes rather than selecting individual faces.
Even as separate pieces you can still group the objects together in Blender so you can move them as a unit, so keeping them together doesn't really give you much of an advantage there.


That's mainly what I can think of off the top of my head.  I hope that's helpful!